PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
LEN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEN and VOO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

LEN vs. VOO

Last updated Jun 1, 2025

Compare and contrast key facts about Lennar Corporation (LEN) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LEN or VOO.

Performance

LEN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lennar Corporation (LEN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

LEN:

-0.91

VOO:

0.74

Sortino Ratio

LEN:

-1.17

VOO:

1.04

Omega Ratio

LEN:

0.86

VOO:

1.15

Calmar Ratio

LEN:

-0.63

VOO:

0.68

Martin Ratio

LEN:

-1.15

VOO:

2.58

Ulcer Index

LEN:

24.60%

VOO:

4.93%

Daily Std Dev

LEN:

32.34%

VOO:

19.54%

Max Drawdown

LEN:

-94.28%

VOO:

-33.99%

Current Drawdown

LEN:

-42.43%

VOO:

-3.55%

Returns By Period

In the year-to-date period, LEN achieves a -18.97% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, LEN has underperformed VOO with an annualized return of 9.96%, while VOO has yielded a comparatively higher 12.81% annualized return.

LEN

YTD

-18.97%

1M

-1.95%

6M

-36.64%

1Y

-30.66%

3Y*

12.58%

5Y*

14.17%

10Y*

9.96%

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lennar Corporation

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LEN vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LEN
The Risk-Adjusted Performance Rank of LEN is 1212
Overall Rank
The Sharpe Ratio Rank of LEN is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of LEN is 99
Sortino Ratio Rank
The Omega Ratio Rank of LEN is 1212
Omega Ratio Rank
The Calmar Ratio Rank of LEN is 1111
Calmar Ratio Rank
The Martin Ratio Rank of LEN is 2020
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LEN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennar Corporation (LEN) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current LEN Sharpe Ratio is -0.91, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of LEN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LEN vs. VOO - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.86%, more than VOO's 1.29% yield.

TTM20242023202220212020201920182017201620152014
LEN
Lennar Corporation		1.86%1.47%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%
VOO
Vanguard S&P 500 ETF		1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LEN vs. VOO - Drawdown Comparison

The maximum LEN drawdown since its inception was -94.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LEN and VOO.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LEN vs. VOO - Volatility Comparison

Lennar Corporation (LEN) has a higher volatility of 9.10% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that LEN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...